AtsDegrossMarketSummary
Published by the degrossing execution engine at each auction close. This is the PUBLIC post-auction disclosure — venue totals only, never per-client figures (per-order results are AtsDegrossRevConResult (2356)). The WTS merges these onto LiveGridDegrossMarket (6973) rows. Prices are PACKAGE space, like 2356/4030 — the book matches there; consumers rebase +strike for trader R/C display. Publish-only: no archive directives and .Archive() is never called.
METADATA
| Attribute | Value |
|---|---|
| Topic | 2270-execution-engine |
| MLink Token | ClientTrading |
| Product | SRTrade |
| accessType | SELECT |
| MLink Endpoint | MLink-Live |
Table Definition
| Field | Type | Key | Default Value | Comment |
|---|---|---|---|---|
| ticker_at | enum - AssetType | PRI | 'None' | underlier ticker |
| ticker_ts | enum - TickerSrc | PRI | 'None' | underlier ticker |
| ticker_tk | VARCHAR(12) | PRI | '' | underlier ticker |
| expiry | DATE | PRI | '1900-01-01' | flex option expiry date the market |
| tradeDate | DATE | PRI | '1900-01-01' | the trade date this summary is for |
| eventNum | INT | 0 | auction sequence index AtsDegrossAuctionSchedule 2358 auctionNumber 1 Trial 25 Real | |
| auctionDttm | DATETIME(6) | '1900-01-01 00:00:00.000000' | auction cycle timestamp of the latest event | |
| refUPrc | DOUBLE | 0 | reference underlier price used | |
| strike | DOUBLE | 0 | SRchosen strike | |
| iDays | INT | 0 | interest days to expiry | |
| clearingPrice | DOUBLE | 0 | single clearing price at this event PACKAGE space 0 no cross | |
| srClearingSDiv | DOUBLE | 0 | clearing SDIV using SR rate SR ddiv 0 no cross 0 with stateUnavailable inversion failed | |
| matchedSize | INT | 0 | units crossed at this event Trial indicative nothing prints | |
| imbalanceSide | enum - BuySell | 'None' | side of the residual imbalance after the event | |
| imbalanceSize | INT | 0 | unmatched units on the imbalance side after the event | |
| srClearingSDivState | enum - DegrossRateState | 'None' | whether srClearingSDiv is a real inversion None no cross Ok valid a true 0 included Unavailable the clearing price has no admissible rate consumers must not read the 0 as zero carry | |
| cumMatchedSize | INT | 0 | units crossed across the days Real events | |
| cumMatchedCash | DOUBLE | 0 | package cash crossed across the days Real events clearingPrice x units x 100 | |
| timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' |
PRIMARY KEY DEFINITION (Unique)
| Field | Sequence |
|---|---|
| ticker_tk | 1 |
| ticker_at | 2 |
| ticker_ts | 3 |
| expiry | 4 |
| tradeDate | 5 |
SELECT TABLE EXAMPLE QUERY
SELECT *
FROM `SRTrade`.`MsgAtsDegrossMarketSummary`
WHERE
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */
`ticker_at` = 'None'
AND
/* Replace with a ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','SCE','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFEC','ICEFEF','CEQT','TSX','TMX') */
`ticker_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`ticker_tk` = 'Example_ticker_tk'
AND
/* Replace with a DATE */
`expiry` = '2022-01-01'
AND
/* Replace with a DATE */
`tradeDate` = '2022-01-01';
Doc Columns Query
SELECT * FROM SRTrade.doccolumns WHERE TABLE_NAME='AtsDegrossMarketSummary' ORDER BY ordinal_position ASC;